Qualitative robustness of statistical functionals under strong mixing
نویسندگان
چکیده
منابع مشابه
Qualitative and infinitesimal robustness of tail-dependent statistical functionals
The main goal of this article is to introduce a new notion of qualitative robustness that applies also to tail-dependent statistical functionals and that allows us to compare statistical functionals in regards to their degree of robustness. By means of new versions of the celebrated Hampel theorem, we show that this degree of robustness can be characterized in terms of certain continuity proper...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2015
ISSN: 1350-7265
DOI: 10.3150/14-bej608